提出双路径图滤波模型,提升欺诈检测中异质图的识别能力。
Graph-Based Fraud Detection with Dual-Path Graph Filtering
- 通过原始图与相似性图双路滤波,分离结构异常与特征相似性建模
- 在4个真实金融欺诈数据集上准确率最高提升8.6%,优于主流GNN方法
- 适合处理关系伪装、类别不平衡的复杂欺诈图数据
图神经网络(GNN)在处理图结构信息方面具有天然优势,被广泛应用于欺诈检测。然而,欺诈图普遍存在关系伪装、高异质性及类别不平衡问题,导致多数GNN表现不佳。为此,本文提出一种基于双路径图滤波的图欺诈检测模型(DPF-GFD)。该模型首先使用基于beta小波的算子捕捉原始图的关键结构模式;随后基于节点表示的距离构建相似性图,并应用改进的低通滤波器。原始图与相似性图的嵌入通过监督表示学习融合,生成节点特征,最终由集成树模型评估未标记节点的欺诈风险。与现有单图平滑方法不同,DPF-GFD引入频率互补的双路径滤波机制,显式解耦结构异常建模与特征相似性建模,提升了在高度异质且不平衡的欺诈图中的判别性与稳定性。在四个真实世界金融欺诈检测数据集上的实验表明,该方法显著优于现有基线方法。
原文摘要 · Abstract (English)
Fraud detection on graph data can be viewed as a demanding task that requires distinguishing between different types of nodes. Because graph neural networks (GNNs) are naturally suited for processing information encoded in graph form through their message-passing operations, methods based on GNN models have increasingly attracted attention in the fraud detection domain. However, fraud graphs inherently exhibit relation camouflage, high heterophily, and class imbalance, causing most GNNs to underperform in fraud detection tasks. To address these challenges, this paper proposes a Graph-Based Fraud Detection Model with Dual-Path Graph Filtering (DPF-GFD). DPF-GFD first applies a beta wavelet-based operator to the original graph to capture key structural patterns. It then constructs a similarity graph from distance-based node representations and applies an improved low-pass filter. The embeddings from the original and similarity graphs are fused through supervised representation learning to obtain node features, which are finally used by an ensemble tree model to assess the fraud risk of unlabeled nodes. Unlike existing single-graph smoothing approaches, DPF-GFD introduces a frequency-complementary dual-path filtering paradigm tailored for fraud detection, explicitly decoupling structural anomaly modeling and feature similarity modeling. This design enables more discriminative and stable node representations in highly heterophilous and imbalanced fraud graphs. Comprehensive experiments on four real-world financial fraud detection datasets demonstrate the effectiveness of our proposed method.
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